Approximate penalization path for smoothly clipped absolute deviation

DOI10.1080/00949655.2010.550292MaRDI QIDQ4912042zbMATH OpenOpenAlexFDO

Authors Hosik Choi, Changyi Park

Publication date 21 March 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.550292

zbMATH Keywords

feature selectionpenalized regressionpenalization pathsmoothly clipped and absolute deviation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 2107186 (Why is no real title available?)
• Efficient Computation and Model Selection for the Support Vector Regression
• Least angle regression. (With discussion)
• Piecewise linear regularized solution paths
• Regularization and Variable Selection Via the Elastic Net
• Smoothly clipped absolute deviation on high dimensions
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• The Adaptive Lasso and Its Oracle Properties
• The Concave-Convex Procedure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• Selection by partitioning the solution paths
• Tuning parameter selectors for the smoothly clipped absolute deviation method

Describes a project that uses

Uses Software

• ElemStatLearn

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